As to double insulation, you’re talking about a device with a plastic case and with insulated connections inside. Coming in contact with a hot is extremely unlikely, so a ground isn’t needed.
Why do you get a shock when coming in contact with a 120V hot whilst wearing rubber shoes? The amount of current required to shock is very small, and no insulator is 100% perfect. Capacitative effects might also play a role. But I suspect it’s more the former than the latter.